Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.15: Structured Notes

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4055.86 Day 2 No 55.35 31-90 Days A-4 3980.88 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 38609.00 Day 2 Yes 2061.75 91-180 Days A-5 32376.98 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 27183.21 Day 2 Yes 18.71 7-30 Days CB-1 31833.51 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11576.20 Day 2 No 441.69 <7 Days CB-2 10427.21 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3285.87 Day 2 No 23.43 91-180 Days CB-3 3835.35 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14497.98 Day 2 No 378.19 7-30 Days E-1 17129.56 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5139.51 Day 2 Yes 24.65 7-30 Days E-2 4759.45 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1419.78 Day 2 No 57.52 91-180 Days G-1 1572.71 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21706.89 Day 2 Yes 486.36 <7 Days G-2 22524.51 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36105.86 Day 2 Yes 1859.96 91-180 Days G-3 30308.94 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19407.06 Day 2 Yes 1207.21 91-180 Days IG-1 17285.41 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 22639.63 Day 2 Yes 2022.95 <7 Days IG-2 19429.05 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4389.52 Day 2 Yes 58.76 31-90 Days S-1 4981.12 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40442.45 Day 2 No 76.93 91-180 Days S-2 36168.02 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31395.39 Day 2 Yes 2591.98 7-30 Days S-3 34148.92 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34199.38 Day 2 No 969.36 91-180 Days S-4 27887.93 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2394.85 Day 2 Yes 50.22 7-30 Days S-5 2070.34 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22095.94 Day 2 No 1376.25 31-90 Days S-6 17861.11 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7087.89 Day 2 No 245.17 91-180 Days S-7 8373.69 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18377.94 Day 3 No 248.07 7-30 Days A-0-Q 18733.61 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34253.26 Day 3 Yes 1009.31 31-90 Days A-1-Q 28890.10 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 27325.88 Day 3 No 1270.81 91-180 Days A-2-Q 25054.20 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18758.03 Day 3 No 650.97 <7 Days A-3-Q 15796.74 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14581.59 Day 3 No 946.04 31-90 Days A-4-Q 11803.68 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25679.33 Day 3 Yes 904.22 91-180 Days A-5-Q 26842.00 Partial Yes Liberty International Finance Ltd. Capital Markets